+128.5%
MCHP vs FND
+58.4%
+70.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | +0.9% |
| 7D | +2.8% | +0.4% | +2.4% | +2.5% |
| 30D | -12.8% | -23.6% | +10.7% | -2.7% |
| 3M | -19.2% | +4.3% | -23.5% | -21.8% |
| 6M | +14.5% | -20.3% | +34.8% | +22.8% |
| YTD | +17.1% | -21.3% | +38.4% | +25.2% |
| 1Y | +15.3% | -45.4% | +60.7% | +43.3% |
| 3Y | +0.5% | -48.9% | +49.3% | +23.6% |
| 5Y | +6.1% | -61.0% | +67.1% | +38.8% |
| All | +128.5% | +58.4% | +70.1% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling